摘要：The Asian financial crisis in 1997 revealed several flaws in financial markets. As a result, various measures were taken to overcome these weaknesses in order to address the efficiency of the financial system where information was more readily available to investors. It is the intention of this paper to investigate whether the stock prices anomalies in the market still persist after the financial crisis. The focus is on Malaysia, a developing nation. The calendar effects which were widely researched were studied for a period of 10 years after the financial crisis in Malaysia. Based on seven sector indices, it was observed that there were significant results in January for month-of-the-year and Monday for day-of-the-week effect. The investigation found that the Malaysian stock market has yet to be fully efficient and investors could still be able to benefit from these anomalies.
